Beginner
Practice Drills: Applying Derivatives to Calculate Greeks and Duration
A drill-focused course for learners who already understand options and bonds and now want to compute their risk sensitivities cleanly and quickly. Every drill uses real Indian market inputs: NSE option chains for the Greeks, G-Secs for duration and convexity. The closing chapter rebuilds the same calculations in Python for anyone who wants to automate them.
Options GreeksBond DurationConvexityPython for Quant Finance
MODULES
4
DURATION
4 Hours
TRACK
Quantitative Finance
What You'll Master
Read Delta and Gamma off a live NSE option chain and size a hedge from them
Quantify Theta decay and Vega sensitivity for a given options position
Use Rho to judge how rate moves reprice an options position
Calculate Macaulay Duration and Modified Duration for a G-Sec
Use Convexity to see where a duration-based price estimate breaks down
Compute Greeks and duration in Python using standard formulas
Access Level
LEARNER
Everything included
Full Text Playbooks
Actionable Exercises
Mobile Reading Mode
Lifetime Updates